Circle-packing connections with random walks and a finite volume method
Circular Polya distributions of order .
Clark–Ocone formulas and Poincaré inequalities on the discrete cube
Class of unimodal distributions and its transformations
Classe et martingales fortes à paramètre bidimensionnel
Classes de Donsker et fonction d'entropie relatives aux mesures aléatoires
Classes of measures closed under mixing and convolution. Weak stability
For a random vector X with a fixed distribution μ we construct a class of distributions ℳ(μ) = μ∘λ: λ ∈ , which is the class of all distributions of random vectors XΘ, where Θ is independent of X and has distribution λ. The problem is to characterize the distributions μ for which ℳ(μ) is closed under convolution. This is equivalent to the characterization of the random vectors X such that for all random variables Θ₁, Θ₂ independent of X, X’ there exists a random variable Θ independent of X such...
Classes of measures which can be embedded in the simple symmetric random walk.
Classes uniformes de processus gaussiens stationnaires
Classical analogues of quantum paradoxes.
Classical and variational differentiability of BSDEs with quadratic growth.
Classical solutions of linear regulator for degenerate diffusions.
Classification des automorphismes ergodiques et finitaires
Classification des états pour un système aléatoire à liaisons complètes
Classification des semi-groupes de diffusion sur associés à une famille de polynômes orthogonaux
Closed sets supporting a continuous divergent martingale
Closedness of some spaces of stochastic integrals
CLT for linear spectral statistics of Wigner matrices.
Cluster continuous time random walks
In a continuous time random walk (CTRW), a random waiting time precedes each random jump. The CTRW model is useful in physics, to model diffusing particles. Its scaling limit is a time-changed process, whose densities solve an anomalous diffusion equation. This paper develops limit theory and governing equations for cluster CTRW, in which a random number of jumps cluster together into a single jump. The clustering introduces a dependence between the waiting times and jumps that significantly affects...
Clustering behavior of a continuous-sites stepping-stone model with Brownian migration.